Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations

This book presents various results and techniques from the theory of shastic processes that are useful in the study of shastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of shastic models that appear in physics, chemistry and other natural sciences. Applications suc...